import datetime
import json
import python_bitbankcc
import random
import sys
import time

import algorithm as algo


FETCH_INTERVAL = 5

status = {}

def init():
  try:
    sec = json.load(open("secret.json"))
    sec = sec["bitbank"]
    pub = python_bitbankcc.public()
    pri = python_bitbankcc.private(sec["key"], sec["secret"])
  except Exception as e:
    print("failed to initialize bitbank features: ", e)
    return []

  procs = []
  procs.append(Fetcher(pub, "qtum_jpy", 5*60))
  procs.append(Proc(pri, "qtum_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))

  procs.append(Fetcher(pub, "xrp_jpy", 5*60))
  procs.append(Proc(pri, "xrp_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))

  procs.append(Fetcher(pub, "xlm_jpy", 5*60))
  procs.append(Proc(pri, "xlm_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))

  procs.append(Fetcher(pub, "bat_jpy", 5*60))
  procs.append(Proc(pri, "bat_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))

  procs.append(Fetcher(pub, "xym_jpy", 5*60))
  procs.append(Proc(pri, "xym_jpy",   2000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))

  procs.append(Fetcher(pub, "btc_jpy", 5*60))
  procs.append(Proc(pri, "btc_jpy",   5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))

  procs.append(Fetcher(pub, "eth_jpy", 5*60))
  procs.append(Proc(pri, "eth_jpy",   5000, algo.MA_Cross(algo.EMA(), "1h", 0.01), 5*60))
  return procs


class Fetcher:
  def __init__(self, pub, pair, interval):
    self._interval    = interval
    self._last_update = 0

    self._pub  = pub
    self._pair = pair

    self._candle_prev = {}

  def tick(self):
    now = time.time()
    if now-self._last_update < self._interval:
      return
    try:
      st = algo.Status()

      st.candles["1h"] = self._get_candle("1hour", 60)
      st.price = st.candles["1h"][0][3]

      global status
      status[self._pair] = st
    except Exception as e:
      print("fetce error:", e)
    self._last_update = now

  def _get_candle(self, unit, n, t = datetime.datetime.now(tz=datetime.timezone.utc)):
    data = self._pub.get_candlestick(
        self._pair,
        unit,
        t.strftime("%Y%m%d"))
    data = data["candlestick"][0]["ohlcv"]

    ret = []
    for i in range(min(n, len(data))):
      j = len(data)-i-1
      ret.append([float(data[j][0]), float(data[j][1]), float(data[j][2]), float(data[j][3])])

    if len(ret) < n:
      t    = t - datetime.timedelta(days=1)
      data = self._get_candle(unit, n-len(ret), t)
      ret  = [*ret, *data]
    return ret


class Proc:
  def __init__(self, pri, pair, lot, algo, interval):
    self._pri  = pri
    self._pair = pair

    self._last_update = 0
    self._now         = 0

    self._bsi      = -1
    self._algo     = algo
    self._interval = interval

    self._last_order = None
    self._buy_price = 0

    self._lot = lot

  def tick(self):
    self._now = time.time()
    if self._now-self._last_update > self._interval:
      self._update()
      self._last_update = self._now

  def _update(self):
    global status
    st = status[self._pair]

    pbsi = self._bsi
    bsi  = self._algo.judge(status[self._pair])
    if bsi != 0:
      self._bsi = bsi

    print(f"[bitbank: {self._pair}] BSI {pbsi} -> {bsi}")
    if bsi*pbsi < 0:
      if bsi > 0:
        try:
          amount = self._lot/st.price
          self._order_market(amount, "buy")
          self._buy_price = st.price
          print(f"[bitbank: {self._pair}] <BUY> +{amount} / -{self._lot}")
        except Exception as e:
          print(f"[bitbank: {self._pair}] buy error", e)
          self._buy_price = 0
      elif self._buy_price > 0:
        try:
          amount = self._lot/self._buy_price
          self._order_market(amount, "sell")
          print(f"[bitbank: {self._pair}] <SELL> -{amount} / +{amount*st.price}")
        except Exception as e:
          print(f"[bitbank: {self._pair}] sell error", e)

  def _order_market(self, amount, sell_or_buy):
    order = self._pri.order(self._pair, None, str(amount), sell_or_buy, "market")
    self._last_order = order